persistence function

Model Persistence

General method the persistence of a model.

persistence(object, ...)

## S3 method for class 'tsgarch.estimate'
persistence(object, ...)

## S3 method for class 'tsgarch.spec'
persistence(object, ...)

Arguments

• object: an object of some class.
• ...: additional parameters passed to the method.

Returns

The persistence of the estimated model. For GARCH models, the formulation varies by the type of model. See the vignette for more details.